There are several ways to run a custom program on a uClinux System, anyway, i have used two:
1. Include in your kernel configuration the SD Card Driver and the FAT filesystems (
http://www.nioswiki.com/operatingsystems/uclinux/mmcsd). Compile and link your program and copy the generated binary to SD from a PC with SD Card reader. Mount your SD as indicated in link, enter to its location and run (./your_program).
2. You can mount a NFS (network filesystem) client (
http://www.nioswiki.com/operatingsystems/uclinux/nfsfilesytem) on your uClinux, so, you can copy from/to a NFS server (preferably a Linux machine). Compiling is done as in 1.